I'm not aware of any way to bypass FX on all patches but it's not something I would want to do.Not so much for a less complex synth like Legend but in complex synths like Dune 2 many times the FX are an integral part of the patch. For example when you have a delay set to play off the Arp pattern etc. So you wouldn't be hearing the patch as it was intended and may miss something that is musically inspiring.
If I find a patch that is inspiring then I may turn off some of the FX (most often the Reverb) and replace it with a third party option. I mostly use my own patches so the FX are set the way I want them but am not too proud to use other people's patches.
But I'm not against your feature request at all. It won't effect me as I can just leave the option off. I suppose the obvious if not tedious workaround would be to load a patch, turn off the FX, then save it as a new patch. Rinse and Repeat.